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Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''oil slicks''), wave propagation and scatteri
Stochastic processes. --- Stochastic analysis. --- Mathematical physics. --- Physical mathematics --- Physics --- Analysis, Stochastic --- Mathematical analysis --- Stochastic processes --- Random processes --- Probabilities --- Mathematics --- Stochastic analysis --- Mathematical physics
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Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. Models naturally render to statistical description, where random processes and fields express the input parameters and solutions. The fundamental problem of stochastic dynamics is to identify the essential characteristics of the system (its state and evolution), and relate those to the input parameters of the system and initial data. This book i
Stochastic systems. --- Differentiable dynamical systems. --- Differential dynamical systems --- Dynamical systems, Differentiable --- Dynamics, Differentiable --- Differential equations --- Global analysis (Mathematics) --- Topological dynamics --- Systems, Stochastic --- Stochastic processes --- System analysis
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